Loneliness is a complex set of feelings encompassing reactions to unfulfilled intimate and social needs. Although transient for some individuals, loneliness can be a chronic state for others. Prior research has shown that loneliness is a major risk factor for psychological disturbances and for broad-based morbidity and mortality. We examined differences between lonely and socially embedded individuals that might explain differences in health outcomes. Satisfying social relationships were associated with more positive outlooks on life, more secure attachments and interactions with others, more autonomic activation when confronting acute psychological challenges, and more efficient restorative behaviors. Individuals who were chronically lonely were characterized by elevated mean salivary cortisol levels across the course of a day, suggesting more discharges of corticotropin-releasing hormone and elevated activation of the hypothalamic-pituitary-adrenocorticol axis. An experimental manipulation of loneliness further suggested that the way in which people construe their self in relation to others around them has powerful effects on their self concept and, possibly, on their physiology.